I use a phrase like, "After examining my other options, I have decided ..." You don't need to give them information on those other options. However, I agree with Adcadet--if they have been rude to you, say it's a factor in your decision to withdraw. Also, I told BU that the kindness of their students, staff, and faculty has stood out among the schools where I interviewed but that I unfortunately could not accept a place in their class. (I did not mention it was because UNC was so much cheaper.)
When I make my final decision, I might tell the remaining schools where I am matriculating, but at this point in the process, I don't see the point of telling schools how many other schools I'm picking over them.